+24.3%
P vs QSR
+13.6%
+10.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.9% | +2.4% |
| 7D | +17.8% | -3.9% | +21.7% | +15.0% |
| 30D | -29.9% | +5.9% | -35.8% | -27.0% |
| 3M | -1.2% | +1.7% | -2.8% | +1.3% |
| 6M | +32.1% | -1.9% | +34.0% | +36.1% |
| YTD | +64.3% | +13.6% | +50.7% | +81.0% |
| 1Y | +24.3% | +13.1% | +11.1% | +37.2% |
| All | +24.3% | +13.6% | +10.7% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded QSR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling